Tag Archives: temporal aggregation

I have been asked a few time to provide an example how to use MAPAx, from the MAPA package for R, so I prepared this blog post. I admit the documentation could be better, so I put together this example from a retailing case – the original setting MAPAx was developed for (see paper here).… Read More »

Temporal Hierarchies In the previous post we saw how the Multiple Aggregation Prediction Algortihm (MAPA) implements the ideas of MTA. We also saw that it has some limitations, particularly requiring splitting forecasts into subcomponents (level, trend and seasonality). Although some forecasting methods provide such outputs naturally, for example Exponential Smoothing and Theta, others do not.… Read More »

This is joint work with Devon K. Barrow and Bahman Rostami-Tabar and is an initial exploration of the benefits of using Multiple Temporal Aggregation, as implemented in MAPA for call centre forecasting. The preliminary results are encouraging. More details in the attached presentation. Abstract With thousands of call centres worldwide employing millions and serving billions… Read More »

Multiple Aggregation Prediction Algorithm (MAPA) In this third post about modelling with Multiple Temporal Aggregation (MTA), I will explain how the Multiple Aggregation Prediction Algorithm (MAPA) works, which was the first incarnation of MTA for forecasting. MAPA is quite simple in its logic: a time series is temporally aggregated into multiple levels, at each level… Read More »

In the very enjoyable and stimulating International Symposium on Forecasting that just finished in Cairns, Australia, the International Journal of Forecasting (IJF) best paper award for the years 2014-2015 (list of past papers can be found here) was given to one of my papers: Improving forecasting by estimating time series structural components across multiple frequencies!… Read More »

The effects of temporal aggregation In this post I will demonstrate the effects of temporal aggregation and motivate the use of multiple temporal aggregation (MTA). I will not delve into the econometric aspects of the discussion, but it is worthwhile to summarise key findings from the literature. A concise forecasting related summary is available in… Read More »

Over the last years I have been working (with my co-authors!) on the idea of Multiple Temporal Aggregation (MTA) for time series forecasting. A number of papers have been published introducing and developing the idea further, or testing its effectiveness for forecasting. In this series of blog posts I will try to summarise the progress… Read More »

On 16/11/2016 I gave a talk at the Stockholm School of Economics on the topic of advances in modelling and demand forecasting. Given the diversity of the audience I avoided going into the details of the mathematical formulations, some of which can be found in the appendix of the presentation. The presentation summarises three different… Read More »